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Quote

Real-time quote push of the subscribed security. In the pushed data structure, only the fields that have changed will be filled with data.

Quote Permission RequiredBasic
  • US stocks: Nasdaq Basic included free by default, covering pre-market, regular, after-hours, and overnight sessions. To receive overnight data, enable it via LONGBRIDGE_ENABLE_OVERNIGHT=true (see Q6 & Q7 in the Broker FAQ).
  • HK stocks: LV1 real-time quotes included by default.
  • US options: no permission by default — purchase "OPRA US Options Quotes (OpenAPI)" in the Quote Store.

Data Format

Properties

NameTypeDescription
symbolstringSecurity code, for example: AAPL.US
sequenceint64Sequence number
last_donestringLatest price
openstringOpen
highstringHigh
lowstringLow
timestampint64Time of latest price
volumeint64Volume
turnoverstringTurnover
trade_statusint32Security trading status, see TradeStatus
trade_sessionint32Trade session, see TradeSession
current_volumeint32Increase volume between pushes
current_turnoverstringIncrease turnover between pushes
tagint32Price tag

Optional value:
0 - Real-time quote
1 - Revised data after market close

Protobuf

protobuf
message PushQuote {
  string symbol = 1;
  int64 sequence = 2;
  string last_done = 3;
  string open = 4;
  string high = 5;
  string low = 6;
  int64 timestamp = 7;
  int64 volume = 8;
  string turnover = 9;
  TradeStatus trade_status = 10;
  TradeSession trade_session = 11;
}

Example

python
from time import sleep
from longbridge.openapi import QuoteContext, Config, SubType, PushQuote, OAuthBuilder

def on_quote(symbol: str, event: PushQuote):
    print(symbol, event)

oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)
ctx.set_on_quote(on_quote)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote], is_first_push=True)
sleep(30)

JSON Example

json
{
  "symbol": "AAPL.US",
  "sequence": 160808750000000,
  "last_done": "156.570",
  "open": "155.910",
  "high": "159.790",
  "low": "155.380",
  "timestamp": 1651089600,
  "volume": 88063191,
  "turnover": "13865092584.000",
  "trade_status": 0,
  "trade_session": 0,
  "current_volume": 111234,
  "current_turnover": "23234343454.000",
  "tag": 0
}